+1,544.0%
JCI vs IRM
+9,964.6%
-8,420.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.4% |
| 7D | +3.8% | -0.5% | +4.3% | +4.0% |
| 30D | -5.7% | -8.1% | +2.4% | -3.3% |
| 3M | -1.4% | -9.7% | +8.3% | +1.4% |
| 6M | +4.1% | +10.0% | -5.9% | +0.8% |
| YTD | +21.7% | +43.0% | -21.3% | +8.6% |
| 1Y | +36.1% | +32.7% | +3.5% | +23.6% |
| 3Y | +154.4% | +102.7% | +51.7% | +101.0% |
| 5Y | +112.0% | +187.6% | -75.5% | +49.6% |
| 10Y | +322.2% | +420.1% | -97.9% | +142.7% |
| All | +1,544.0% | +9,964.6% | -8,420.6% | +443.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling